We develop an asymptotic likelihood ratio test for multivariate lognormal data with a point mass at zero in each dimension. The test generalizes Wilks' lambda and Hotelling T-test to the case of semicontinuous data. Simulations show that the resulting test statistic attains the nominal Type I error rate and has good power for reasonable alternatives. We conclude with an application to exploration of ecological niches of trees of South Africa.

Farcomeni, A. (2016). A MANOVA test for multivariate lognormal observations with a spike at zero, with application to ecological niches of South Africa. BIOMETRICAL JOURNAL, 58(2), 320-330 [10.1002/bimj.201400085].

A MANOVA test for multivariate lognormal observations with a spike at zero, with application to ecological niches of South Africa

FARCOMENI, Alessio
2016-01-01

Abstract

We develop an asymptotic likelihood ratio test for multivariate lognormal data with a point mass at zero in each dimension. The test generalizes Wilks' lambda and Hotelling T-test to the case of semicontinuous data. Simulations show that the resulting test statistic attains the nominal Type I error rate and has good power for reasonable alternatives. We conclude with an application to exploration of ecological niches of trees of South Africa.
2016
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore SECS-S/01 - STATISTICA
English
excess zeros; hotelling t-test; likelihood ratio test; wilks’ lambda
Farcomeni, A. (2016). A MANOVA test for multivariate lognormal observations with a spike at zero, with application to ecological niches of South Africa. BIOMETRICAL JOURNAL, 58(2), 320-330 [10.1002/bimj.201400085].
Farcomeni, A
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/223739
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